I have 3 SME servers that I regularly VPN into with both Windows and Mac. Windows is 98, 2k, and XP and Mac is OS9 and OS X. No problems at all. I'd hardly say problematic at best - if you set up the client properly you're fine.
2 things to remember - on a Mac, make sure it's set up as a PPTP VPN instead of an L2TP over IPSec. On Windows XP - you HAVE to go in and tell the VPN connection to NOT use the remote network's default gateway. Other than that everything went smoothly for me and is working fine.